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R-estimation in semiparametric dynamic location-scale models Hallin, Marc; La Vecchia, Davide 2017
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Saddlepoint approximations in the frequency domain La Vecchia, Davide; Ronchetti, Elvezio 2016
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Stable Asymptotics for M-estimators La Vecchia, Davide 2015
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Robust heart rate variability analysis by generalized entropy minimization La Vecchia, Davide; Ferrari, Davide; Camponovo, Lorenzo 2015
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Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models La Vecchia, Davide; Hallin, Marc 2014
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Realizing smiles: Options pricing with realized volatility Corsi, Fulvio; Fusari, Nicola; La Vecchia, Davide 2013
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Higher-Order Infinitesimal Robustness La Vecchia, Davide; Ronchetti, Elvezio; Trojani, Fabio 2012
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On robust estimation via pseudo-additive information La Vecchia, Davide; Ferrari, Davide 2012
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Realizing smiles: options pricing with realized volatility La Vecchia, Davide; Corsi, Fulvio; Fusari, Nicola 2011
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Realizing smiles: options pricing with realized volatility La Vecchia, Davide; Corsi, Fulvio; Fusari, Nicola 2011
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Contributions to robustness theory La Vecchia, Davide 2011
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Infinitesimal robustness for diffusions La Vecchia, Davide; Trojani, Fabio 2010
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Higher-order robustness La Vecchia, Davide; Ronchetti, Elvezio; Trojani, Fabio 2009
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Options pricing with realized volatility La Vecchia, Davide; Corsi, Fulvio; Fusari, Nicola 2009
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A fully parametric approach to minimum power-divergence estimation La Vecchia, Davide; Ferrari, Davide 2009
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Infinitesimal robustness for diffusions La Vecchia, Davide; Trojani, Fabio 2008
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Infinitesimal robustness for diffusions La Vecchia, Davide; Trojani, Fabio 2008
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Robust martingale estimating functions for discretely observed diffusion processes. Thèse de doctorat : Università commerciale Luigi Bocconi La Vecchia, Davide 2007